Rolls-Royce Holdings PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.43% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 6.00 | |
| 0.0608 | 32.72 | |
| 0.9160 | 396.69 | |
| 1.1697 | 18.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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